I know for a fact that this feature has been omitted from OS X, but OS 9 had something called "Scheduled Startup/Shutdown" that you could use to enable your Mac to start up or shut down at predefined times.
I also heard that if you reboot into OS 9 and set these settings, then set the startup disk back to OS X that the settings will be enabled even though they don't exist in OS X.
I believe that the startup/shutdown time things are located in the control panels somewhere...